ConvertibleBond2::DividendProtectionData Struct Reference

#include <qle/instruments/convertiblebond2.hpp>

Collaboration diagram for ConvertibleBond2::DividendProtectionData:

Public Types
enum class	AdjustmentStyle {   CrUpOnly , CrUpDown , CrUpOnly2 , CrUpDown2 ,   PassThroughUpOnly , PassThroughUpDown }
enum class	DividendType { Absolute , Relative }

Public Attributes
Date	startDate
Date	protectionDate
AdjustmentStyle	adjustmentStyle
DividendType	dividendType
Real	threshold

Detailed Description

Definition at line 100 of file convertiblebond2.hpp.

Member Enumeration Documentation

AdjustmentStyle

enum class AdjustmentStyle

strong

Enumerator
CrUpOnly
CrUpDown
CrUpOnly2
CrUpDown2
PassThroughUpOnly
PassThroughUpDown

Definition at line 101 of file convertiblebond2.hpp.

{ CrUpOnly, CrUpDown, CrUpOnly2, CrUpDown2, PassThroughUpOnly, PassThroughUpDown };

DividendType

enum class DividendType

strong

Enumerator
Absolute
Relative

Definition at line 102 of file convertiblebond2.hpp.

{ Absolute, Relative };

Member Data Documentation

startDate

Date startDate

Definition at line 103 of file convertiblebond2.hpp.

protectionDate

Date protectionDate

Definition at line 104 of file convertiblebond2.hpp.

adjustmentStyle

AdjustmentStyle adjustmentStyle

Definition at line 105 of file convertiblebond2.hpp.

dividendType

DividendType dividendType

Definition at line 106 of file convertiblebond2.hpp.

threshold

Real threshold

Definition at line 107 of file convertiblebond2.hpp.